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• W3008180117 abstract "In this paper, we analyze a robust optimal investment-reinsurance problem involving a defaultable security for an ambiguity-averse insurer(AAI), who worries about uncertainty in model parameters. T..." @default.
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• W3008180117 date "2020-02-19" @default.
• W3008180117 modified "2023-09-24" @default.
• W3008180117 title "Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond" @default.
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• W3008180117 doi "https://doi.org/10.1080/03610926.2020.1726391" @default.
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